Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HEOP (Heritage Oaks Bancorp) | NA | 75.83% | 21.17% | 22.84% | -1.54% | 5.54% | NA | … | … |
Data as of 03/31/2017, Common starting date is 04/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEOP (Heritage Oaks Bancorp) | 04/23/1999 | 03/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.95 | 75.83 | 21.17 | 22.84 | -1.54 | 5.54 | NA | … | … | 8.75 | 58.57 | -1.72 | 13.08 | 29.31 | 63.84 | 7.60 | -34.20 | -0.40 | -57.89 | -25.33 | -14.16 | 55.23 | 24.80 | 57.73 | -3.11 | 50.43 | 5.22 | 3.08 |
| Sharpe Ratio | NA | 1.39 | -0.08 | 0.05 | -0.47 | NA | NA | … | … | 0.59 | 0.88 | -0.70 | -0.20 | 0.49 | 1.27 | -0.26 | -0.93 | -0.25 | -1.09 | -1.36 | -1.41 | 1.01 | 0.18 | 1.12 | -0.59 | 1.38 | -0.56 | 0.06 |
| Standard Deviation(%) | NA | 30.10 | 28.93 | 28.15 | 46.31 | NA | NA | … | … | 36.39 | 27.71 | 28.79 | 27.48 | 22.16 | 36.00 | 41.62 | 56.64 | 76.95 | 70.72 | 35.05 | 26.04 | 33.98 | 29.44 | 34.41 | 39.01 | 21.57 | 31.94 | 18.21 |
| Draw Down(%) | NA | 15.14 | 21.94 | 21.94 | 82.62 | NA | NA | … | … | 15.14 | 11.36 | 13.58 | 19.31 | 9.73 | 13.11 | 19.22 | 42.02 | 45.58 | 61.56 | 32.09 | 29.37 | 16.01 | 13.89 | 14.62 | 23.77 | 6.12 | 21.64 | 8.09 |
| Yield(%) | 0.00 | 3.08 | 2.52 | 2.37 | 0.52 | 0.39 | 0.44 | … | … | 0.50 | 3.13 | 2.80 | 1.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.63 | 1.86 | 1.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/31/2017, Common starting date is 04/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEOP (Heritage Oaks Bancorp) |
-41.30%
May 2007 – May 2010 |
-29.28%
Dec 2005 – Dec 2010 |
-7.76%
Jan 2006 – Jan 2016 |
2.28%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEOP (Heritage Oaks Bancorp) |
46.56%
Oct 2002 – Oct 2005 |
35.60%
Jul 2000 – Jul 2005 |
6.84%
Sep 1999 – Sep 2009 |
6.44%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison Chart